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In this paper, a method of incipient fault diagnosis and amplitude estimation based on Kullback-Leibler (K-L) divergence is proposed. An incipient fault is usually regarded as the precursor of a significant system fault, but due to a low amplitude and non-obvious characteristics, it is easy for such a fault to be hidden by disturbance and noise. Based on this and considering the sensitivity of the K-L divergence method in data feature extraction, a method of diagnosing incipient faults is designed. In order to consider the safety performa